Erik Theissen : Citation Profile


Are you Erik Theissen?

Center for Financial Studies
Universität Mannheim

12

H index

14

i10 index

454

Citations

RESEARCH PRODUCTION:

35

Articles

65

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 21
   Journals where Erik Theissen has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 25 (5.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pth76
   Updated: 2019-09-14    RAS profile: 2019-02-07    
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Relations with other researchers


Works with:

Mestel, Roland (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Erik Theissen.

Is cited by:

Shavit, Tal (6)

Korczak, Piotr (6)

Paiardini, Paola (6)

Korczak, Adriana (6)

Renneboog, Luc (5)

Menkhoff, Lukas (5)

Duong, Huu Nhan (5)

Mestel, Roland (4)

PASCUAL, ROBERTO (4)

Schmeling, Maik (4)

Pham, Thu Phuong (4)

Cites to:

Foucault, Thierry (47)

Madhavan, Ananth (26)

Easley, David (18)

Shleifer, Andrei (18)

Boehmer, Ekkehart (17)

Stoll, Hans (16)

Grammig, Joachim (15)

Amihud, Yakov (13)

Degryse, Hans (12)

Subrahmanyam, Avanidhar (11)

Pagano, Marco (11)

Main data


Where Erik Theissen has published?


Journals with more than one article published# docs
Journal of Financial Markets3
Schmalenbach Business Review (sbr)3
European Financial Management3
Journal of Business Finance & Accounting3
Journal of Financial Intermediation2
The European Journal of Finance2
Review of Finance2
Journal of Corporate Finance2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)30
CFS Working Paper Series / Center for Financial Studies (CFS)13
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3
Schumpeter Discussion Papers / Universittsbibliothek Wuppertal, University Library3
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)2
SAFE Working Paper Series / Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt2
Working Paper Series, Social and Economic Sciences / Faculty of Social and Economic Sciences, Karl-Franzens-University Graz2
Post-Print / HAL2

Recent works citing Erik Theissen (2018 and 2017)


YearTitle of citing document
2018Price Relationships in a Changing International Corn Market. (2018). Hoffman, Linwood A ; Arnade, Carlos Anthony. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273972.

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2018Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data. (2018). Makinen, Milla ; Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:1810.10845.

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2019Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06.

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2018Liquidity resilience in the UK gilt futures market: evidence from the order book. (2018). Fullwood, Jonathan ; Massacci, Daniele . In: Bank of England working papers. RePEc:boe:boeewp:0744.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001.

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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2019ECB corporate QE and the loan supply to bank-dependent firms. (2019). Betz, Frank ; De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20192314.

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2018Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange. (2018). Wang, Jianxin ; Twu, Mia. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:53-62.

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2017Network connections, CEO compensation and involuntary turnover: The impact of a friend of a friend. (2017). Balsam, Steven ; Lee, Jae Young ; Yean, SO. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:220-244.

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2018Initial public offerings on the UK when-issued market. (2018). Khurshed, Arif ; Saadouni, Brahim ; Mohamed, Abdulkadir ; Kostas, Dimitris . In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:1-14.

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2019Trading under market impact: Crossing networks interacting with dealer markets. (2019). Moreno-Bromberg, Santiago ; Horst, Ulrich ; Bielagk, Jana . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:131-151.

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2017Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach. (2017). Lahet, Delphine ; Vaubourg, Anne-Gael. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:9-17.

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2018Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Wu, Shuai. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113.

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2017Determinants of price discovery in the VIX futures market. (2017). Chen, Yu-Lun ; Tsai, Wei-Che. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:59-73.

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2017Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90.

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2017Does ETF trading affect the efficiency of the underlying index?. (2017). Yin, Xiangkang ; Xu, Liao . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:82-101.

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2018Do ETFs lead the price moves? Evidence from the major US markets. (2018). Buckle, Mike ; Tong, Chen ; Guo, Qian ; Chen, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:91-103.

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2019What drives dividend smoothing? A meta regression analysis of the Lintner model. (2019). Hirsch, Stefan ; Fernau, Erik . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:255-273.

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2019Valuation effects of tax-free versus taxed cash distributions. (2019). Grose, Chris ; Dasilas, Apostolos. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:307-321.

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2017Earnings comparability and informed trading. (2017). Lim, Steve C ; Kim, Sangwan . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:130-136.

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2017Mergers and acquisitions in Germany: 1981–2010. (2017). Mager, Ferdinand ; Meyer-Fackler, Martin. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:32-42.

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2018Payout policy in industrial and financial firms. (2018). Baker, Kent H ; de Ridder, Adri. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:138-151.

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2018Fifty-shades of grey: Competition between dark and lit pools in stock exchanges. (2018). Oriol, Nathalie ; Torre, Dominique ; Rufini, Alexandra. In: Information Economics and Policy. RePEc:eee:iepoli:v:45:y:2018:i:c:p:68-85.

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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2018Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature. (2018). Schreder, Max. In: Journal of Accounting Literature. RePEc:eee:joacli:v:41:y:2018:i:c:p:142-172.

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2018The effect of pit closure on futures trading. (2018). Onur, Esen ; Gousgounis, Eleni . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:69-90.

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2018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York. (2018). Watkins, Clinton ; Xu, Tao ; Iwatsubo, Kentaro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:59-71.

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2017Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Flad, Michael ; Dimpfl, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62.

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2017Reprint of Director discretion and insider trading profitability. (2017). Kwan, Amy ; McInish, Thomas H ; Philip, Richard ; Foley, Sean. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:52-67.

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2018Insider sales vs. short selling: Negative information trading in Australia. (2018). Hodgson, Allan ; Mi, Lin ; da Lim, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:72-83.

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2018The effect of anonymity on price efficiency: Evidence from the removal of broker identities. (2018). Duong, Huu Nhan ; Vu, Van Hoang ; Lu, Jerry Shuai ; Lajbcygier, Paul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:95-107.

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2018Selection by committee: Anonymity and gratitude. (2018). Balletta, Luigi ; Modica, Salvatore. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:4:p:511-517.

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2019Intraday price discovery and volatility spillovers in an emerging market. (2019). Fassas, Athanasios P ; SIRIOPOULOS, COSTAS. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:333-346.

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2017New evidence on stock market reaction to dividend announcements in India. (2017). Kumar, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:327-337.

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2017Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets. (2017). Rannou, Yves. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:779-808.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York. (2017). Watkins, Clinton ; Iwatsubo, Kentaro ; Tao, XU ; Kentaro, Iwatsubo. In: Discussion papers. RePEc:eti:dpaper:17120.

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2018Competition among Securities Markets. (2018). Hautcoeur, Pierre-Cyrille ; Riva, Angelo ; Rezaee, Amir. In: Working Papers. RePEc:hal:wpaper:halshs-01863942.

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2017Anonymous trading in equities. (2017). Meling, Tom Grimstvedt . In: Working Papers in Economics. RePEc:hhs:bergec:2017_007.

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2018When Kamay Met Hill: Organisational Ethics in Practice. (2018). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor. In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:4:d:10.1007_s10551-017-3435-4.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York. (2017). Iwatsubo, Kentaro ; Xu, Tao ; Watkins, Clinton . In: Discussion Papers. RePEc:koe:wpaper:1715.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York. (2017). Watkins, Clinton ; Iwatsubo, Kentaro ; Xu, Tao. In: Discussion Papers. RePEc:koe:wpaper:1722.

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2019Ownership and purchase intention of crypto-assets – survey results. (2019). Stix, Helmut. In: Working Papers. RePEc:onb:oenbwp:226.

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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Derbali, Abdelkader ; Hellara, Slaheddine ; Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

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2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04.

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2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-06.

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2017The Determinants of Profitability for Kerjaya Prosepk. (2017). Lam, YI. In: MPRA Paper. RePEc:pra:mprapa:78413.

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2019The Impact of a Pre-Opening Session on Subsequent Trading: an Experimental Analysis. (2019). Morone, Andrea ; Caferra, Rocco ; Nuzzo, Simone. In: MPRA Paper. RePEc:pra:mprapa:92853.

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2018How much information is incorporated in financial asset prices? Experimental Evidence. (2018). Siemroth, Christoph ; Page, Lionel. In: QuBE Working Papers. RePEc:qut:qubewp:wp054.

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2018Learning From Unrealized versus Realized Prices. (2018). Ngangoue, Kathleen M ; Weizsacker, Georg. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:66.

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2017Impact of managerial ability and firm-specific variables on insider’s abnormal returns. (2017). Arora, Shallu ; Vashisht, A K ; Sharma, Meena . In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:44:y:2017:i:4:d:10.1007_s40622-017-0167-3.

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2018Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis. (2018). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1245-2.

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2018Cointegration and price discovery in US corn cash and futures markets. (2018). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1322-6.

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2017Emission trading for air pollution hot spots: getting the permit market right. (2017). Antweiler, Werner . In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:19:y:2017:i:1:d:10.1007_s10018-015-0138-x.

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2017Random expected utility and certainty equivalents: mimicry of probability weighting functions. (2017). Wilcox, Nathaniel. In: Journal of the Economic Science Association. RePEc:spr:jesaex:v:3:y:2017:i:2:d:10.1007_s40881-017-0042-1.

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2017Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors. (2017). Schmidt, Andre . In: Schmalenbach Business Review. RePEc:spr:schmbr:v:18:y:2017:i:1:d:10.1007_s41464-016-0024-5.

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2017Capital market effects around dividend announcements: an analysis of the Berlin stock exchange in 1895. (2017). Gunther, Jens. In: Accounting History Review. RePEc:taf:acbsfi:v:27:y:2017:i:3:p:249-278.

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2017Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt. (2017). Jehmlich, Tommy ; Ude, Elisabeth ; Thieen, Friedrich . In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep013.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:1-2017.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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2019Market openness and market quality in gold markets. (2019). Zhang, Dong ; Xu, Caihong . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:384-401.

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2019Price discovery in bitcoin spot or futures?. (2019). Dimpfl, Thomas ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:803-817.

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2017Major Currency ETFs and Their Associated Spot and Futures Rates. (2017). Padungsaksawasdi, Chaiyuth ; Parhizgari, Ali . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:04:n:s0219091517500266.

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2017Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade. (2017). Olbrys, Joanna ; Mursztyn, Michal. In: Operations Research and Decisions. RePEc:wut:journl:v:4:y:2017:p:111-127:id:1316.

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2018Liquidity provider incentives in fragmented securities markets. (2018). Clapham, Benjamin ; Panz, Sven ; Lausen, Jens ; Gomber, Peter. In: SAFE Working Paper Series. RePEc:zbw:safewp:231.

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2018A tale of one exchange and two order books: Effects of fragmentation in the absence of competition. (2018). Bernales, Alejandro ; Westheide, Christian ; Valenzuela, Marcela ; Sagade, Satchit ; Garrido, Nicolas. In: SAFE Working Paper Series. RePEc:zbw:safewp:234.

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2019Quasi-dark trading: The effects of banning dark pools in a world of many alternatives. (2019). Putnins, Talis ; Westheide, Christian ; Sagade, Satchit ; Johann, Thomas . In: SAFE Working Paper Series. RePEc:zbw:safewp:253.

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Works by Erik Theissen:


YearTitleTypeCited
2018Open Market Share Repurchases in Germany: A Conditional Event Study Approach In: Abacus.
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2014Open Market Share Repurchases in Germany - A Conditional Event Study Approach.(2014) In: Schumpeter Discussion Papers.
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2013Open market share repurchases in Germany: A conditional event study approach.(2013) In: CFR Working Papers.
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2009Competition between Exchanges: Euronext versus Xetra In: European Financial Management.
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article6
2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFR Working Papers.
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2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFS Working Paper Series.
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2009Insider Trading and Corporate Governance: The Case of Germany In: European Financial Management.
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article35
2007Insider trading and corporate governance: The case of Germany.(2007) In: CFR Working Papers.
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2015Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach In: European Financial Management.
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2011Liquidity dynamics in an electronic open limit order book: An event study approach.(2011) In: CFR Working Papers.
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2010Sooner or Later: An Analysis of the Delays in Insider Trading Reporting In: Journal of Business Finance & Accounting.
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article7
2013The Information Content of Dividend Surprises: Evidence from Germany In: Journal of Business Finance & Accounting.
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article8
2013Market Response to Investor Sentiment In: Journal of Business Finance & Accounting.
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article4
2011Market response to investor sentiment.(2011) In: CFR Working Papers.
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2011Market response to investor sentiment.(2011) In: CFS Working Paper Series.
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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE In: Journal of Economic Surveys.
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1999Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB).
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2011Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises In: Schumpeter Discussion Papers.
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2012Dividend announcements reconsidered: Dividend changes versus dividend surprises.(2012) In: CFR Working Papers.
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2011Strategic Trading and Trade Reporting by Corporate Insiders In: Schumpeter Discussion Papers.
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2009Strategic trading and trade reporting by corporate insiders.(2009) In: CFR Working Papers.
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2010Strategic trading and trade reporting by corporate insiders.(2010) In: CFR Working Papers.
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2011Strategic trading and trade reporting by corporate insiders.(2011) In: CFS Working Paper Series.
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2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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2001Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2001Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets.(2001) In: Journal of Financial Markets.
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2000Informationsbasierter Aktienhandel über IBIS In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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1999Floor versus Screen Trading : Evidence from the German Stock Market In: HEC Research Papers Series.
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2002Floor versus Screen Trading: Evidence from the German Stock Market.(2002) In: Journal of Institutional and Theoretical Economics (JITE).
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2008Setting a fox to keep the geese -- Does the comply-or-explain principle work? In: Journal of Corporate Finance.
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2001Price Discovery in Floor and Screen Trading Systems.(2001) In: Bonn Econ Discussion Papers.
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2011Price discovery in spot and futures markets: A reconsideration.(2011) In: CFR Working Papers.
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2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFS Working Paper Series.
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